Worm in a Well - dubbed by Wiki of the Gobbos "Quite possibly the scariest enemies in the game". These immortal monstrosities await their prey, lurking just out of sight in the eerie darkness below the surface, seeking to take a huge bite at whoever crosses their path.
World 4 of the first game was off putting, especially in comparison to the first three worlds, but it is still fine... for the most part. In the first level, however, we see a horrific. Spasmodic. Sewn-up zombie. It is chained up, and flails miserably at you. Made worse by the dungeon's 2-foot draw distance, you have to get up into its face three times to rescue all of the gobbos. Sweet dreams.
Ghosts - You have to race them to the end of the room, or else they will steal the key that opens the level's last cage. Not only do they shriek at you every few seconds, but they swivel around unnervingly as they float.
They are clearly malevolentspirits which, although unable to harm you directly, will not stop at taking away everything from you - the crystal you need as a shield and extra lives, as well as the key, making your suffer the guilt of having to leave your friend inside the cage amidst the deep haunted darkness and rendering your sacrifice meaningless as the key does not reappear when you dive into the black abyss below. Deathisn'tcheap, as you need those 100 colorless crystalsfor a 1up.
The water pipes with their pitch black nature, lack of music (only sound effects) and hidden enemies are this. Not helped by the fact you have to get to end of them to get either the gobbo or the key you need and then you have to swim back (by which point the enemy may well have respawned). Even the graphical limitations of the PS1 are no excuse for the fog which causes Mood Whiplash in the games' usually cutesy first world.
The rats. Usually found in cave levels they look like radioactive mutants, with more teeth than they should have, and horrifyingly chase you and attack you by spinning around you until you fall over.
The camera angles can cause unintentional examples of this...most commonly when you are facing a boss and the camera angle sometimes makes it feel as if you can't run away from them fast enough.
The sequel is a lot more campy, with spokendialogue, but that doesn't stop Baron Dante's first battle from being terrifying. You're in a plane, flying into a dense fog (courtesy of the PS1's limited draw distance), when all of a sudden OH MY GOD HE'S HUGE!